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joint work with Anna Talarczyk-Noble

Speaker(s)
Witold Bednorz
Affiliation
MIM UW
Date
April 12, 2021, 2:30 p.m.
Information about the event
Zoom (please contant the organisers for the coordinates)
Seminar
Seminar of Mathematical Statistics Group: Markov Chains and Monte Carlo Methods

This talk will be about the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$driven by a Levy process taking values in a Hilbert space $U$. In particular, we focus on diagonal type processeswhere processes on coordinates are functionals of independent $\alpha$-stable symmetric processes. We are going to show the equivalent characterization in this case. We apply the same techniques to obtain a sufficient condition for existence of a c\`adl\`ag version of stable processes described as integrals of deterministic functions with respect to symmetric $\alpha$-stable random measures with $\alpha\in[1,2)$. The idea is based on the analysis of Bernoulli type processes defined on an interval, where all coefficients  are monotonic.